-87.2%
MSTU vs TENB
+64.9%
-152.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.7% | +9.7% | +10.0% |
| 7D | -4.8% | -2.8% | -2.0% | -3.6% |
| 30D | -29.6% | +22.9% | -52.5% | -37.7% |
| 3M | +69.4% | +31.7% | +37.7% | +40.4% |
| 6M | -62.2% | +127.3% | -189.5% | -80.8% |
| YTD | -61.1% | +101.2% | -162.3% | -79.4% |
| 1Y | -87.2% | +68.7% | -155.9% | -91.9% |
| All | -87.2% | +64.9% | -152.1% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling